chore(lint): make the repository ruff-clean under the strict select

Clear the deferred full-repo lint backlog so the whole tree passes the strict
ruff select (E,W,F,I,B,UP,C4,SIM). Mechanical fixes dominate: import sorting,
pep585/604 annotations, dropped dead imports, and whitespace. The few semantic
changes are behavior-preserving: declare __all__ on the agent_utils and
alpha_vantage re-export hubs; expand 'from x import *' to explicit names; use
immutable tuple defaults instead of mutable list defaults; contextlib.suppress
for try/except/pass; and narrow an over-broad assertRaises.

tradingagents/graph/trading_graph.py

@@ -1,66 +1,57 @@
 # TradingAgents/graph/trading_graph.py
 
+import json
 import logging
 import os
-from pathlib import Path
-import json
 from datetime import datetime, timedelta
-from typing import Dict, Any, Tuple, List, Optional
+from pathlib import Path
+from typing import Any
 
 import yfinance as yf
-
-logger = logging.getLogger(__name__)
-
 from langgraph.prebuilt import ToolNode
 
-from tradingagents.llm_clients import create_llm_client
-
-from tradingagents.agents import *
-from tradingagents.default_config import DEFAULT_CONFIG
-from tradingagents.agents.utils.memory import TradingMemoryLog
-from tradingagents.dataflows.utils import safe_ticker_component
-from tradingagents.agents.utils.agent_states import (
-    AgentState,
-    InvestDebateState,
-    RiskDebateState,
-)
-from tradingagents.dataflows.config import set_config
-
-# Import the new abstract tool methods from agent_utils
+# Import the abstract tool methods from agent_utils
 from tradingagents.agents.utils.agent_utils import (
     build_instrument_context,
-    resolve_instrument_identity,
-    get_stock_data,
-    get_indicators,
-    get_verified_market_snapshot,
-    get_fundamentals,
     get_balance_sheet,
     get_cashflow,
-    get_income_statement,
-    get_news,
-    get_insider_transactions,
+    get_fundamentals,
     get_global_news,
+    get_income_statement,
+    get_indicators,
+    get_insider_transactions,
     get_macro_indicators,
-    get_prediction_markets
+    get_news,
+    get_prediction_markets,
+    get_stock_data,
+    get_verified_market_snapshot,
+    resolve_instrument_identity,
 )
+from tradingagents.agents.utils.memory import TradingMemoryLog
+from tradingagents.dataflows.config import set_config
+from tradingagents.dataflows.utils import safe_ticker_component
+from tradingagents.default_config import DEFAULT_CONFIG
+from tradingagents.llm_clients import create_llm_client
 
 from .checkpointer import checkpoint_step, clear_checkpoint, get_checkpointer, thread_id
 from .conditional_logic import ConditionalLogic
-from .setup import GraphSetup
 from .propagation import Propagator
 from .reflection import Reflector
+from .setup import GraphSetup
 from .signal_processing import SignalProcessor
 
+logger = logging.getLogger(__name__)
+
 
 class TradingAgentsGraph:
     """Main class that orchestrates the trading agents framework."""
 
     def __init__(
         self,
-        selected_analysts=["market", "social", "news", "fundamentals"],
+        selected_analysts=("market", "social", "news", "fundamentals"),
         debug=False,
-        config: Dict[str, Any] = None,
-        callbacks: Optional[List] = None,
+        config: dict[str, Any] = None,
+        callbacks: list | None = None,
     ):
         """Initialize the trading agents graph and components.
 
@@ -103,7 +94,7 @@ class TradingAgentsGraph:
 
         self.deep_thinking_llm = deep_client.get_llm()
         self.quick_thinking_llm = quick_client.get_llm()
-        
+
         self.memory_log = TradingMemoryLog(self.config)
 
         # Create tool nodes
@@ -138,7 +129,7 @@ class TradingAgentsGraph:
         self.graph = self.workflow.compile()
         self._checkpointer_ctx = None
 
-    def _get_provider_kwargs(self) -> Dict[str, Any]:
+    def _get_provider_kwargs(self) -> dict[str, Any]:
         """Get provider-specific kwargs for LLM client creation."""
         kwargs = {}
         provider = self.config.get("llm_provider", "").lower()
@@ -167,7 +158,7 @@ class TradingAgentsGraph:
 
         return kwargs
 
-    def _create_tool_nodes(self) -> Dict[str, ToolNode]:
+    def _create_tool_nodes(self) -> dict[str, ToolNode]:
         """Create tool nodes for different data sources using abstract methods."""
         return {
             "market": ToolNode(
@@ -233,7 +224,7 @@ class TradingAgentsGraph:
     def _fetch_returns(
         self, ticker: str, trade_date: str, holding_days: int = 5,
         benchmark: str = "SPY",
-    ) -> Tuple[Optional[float], Optional[float], Optional[int]]:
+    ) -> tuple[float | None, float | None, int | None]:
         """Fetch raw and alpha return for ticker over holding_days from trade_date.
 
         ``benchmark`` is the index used as the alpha baseline (resolved by the